Ana Pérez
Ana Pérez
Associate Professor of Statistics and Econometrics, Universidad de Valladolid
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Cited by
Cited by
La calidad de vida en los municipios de la provincia de Valladolid
P Zarzosa, MM Molpeceres, A Pérez, MD Prada, MM Prieto, C Rodríguez
España: Diputación Provincial de Valladolid, 2005
Finite sample properties of a QML estimator of stochastic volatility models with long memory
A Pérez, E Ruiz
Economics Letters 70 (2), 157-164, 2001
Properties of the sample autocorrelations of non-linear transformations in Long Memory Stochastic Volatility models
A Pérez, E Ruiz
Journal of Financial Econometrics 1 (3), 420-444, 2003
Finite-sample Properties of Maximum Likelihood and Whittle Estimators in EGARCH and FIEGARCH Models
A Pérez, P Zaffaroni
Quantitative and Qualitative Analysis in Social Science 2 (1), 78-97, 2008
Asymmetric long memory GARCH: a reply to Hwang’s model
E Ruiz, A Pérez
Economics Letters 78 (3), 415-422, 2003
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect
A Pérez, E Ruiz, H Veiga
Computational Statistics & Data Analysis 53, 3593-3600, 2009
Modelos de memoria larga para series económicas y financieras
A Pérez, E Ruiz
Investigaciones Económicas 26 (3), 359-410, 2002
A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho
A Pérez, M Prieto-Alaiz
Statistics and Probability Letters 112, 41-50, 2016
Identification of asymmetric conditional heteroscedasticity in the presence of outliers
MA Carnero, A Pérez, E Ruiz
SERIEs, 2016
Measuring dependence between dimensions of poverty in Spain: An approach based on copulas
A Pérez, M Prieto
2015 Conference of the International Fuzzy Systems Association and the …, 2015
Comments on "Kernel density estimation for time series data"
A Pérez
International Journal of Forecasting 28, 15-19, 2012
Stochastic volatility models and the Taylor effect
A Mora Galán, A Pérez, E Ruiz
Working Paper 4 (63), 2004
Measuring the Dependence Among Dimensions of Welfare: A Study Based on Spearman's Footrule and Gini's Gamma
M Pérez, A. and Prieto-Alaiz
Int. J. Unc. Fuzz. Knowl. Based Syst. 24 (87), 2016
Maximally autocorrelated power transformations: a closer look at the properties of stochastic volatility models
A Pérez, Ruiz, Esther
Studies in Nonlinear Dynamics & Econometrics 16 (3), 2012
Leverage effect in energy futures revisited
MA Carnero, A Pérez
Energy economics, http://dx.doi10.1016/j.eneco.2017.12.029, 2018
A computationally efficient method for obtaining smoothed volatilities in Long Memory Stochastic Volatility models
F Mármol, A Pérez, JC Reboredo
Anales de Estudios Económicos y Empresariales 18, 69-89, 2008
Estimación e identificación de modelos de volatilidad estocástica con memoria larga
A Pérez Espartero
Explaining Inequality in Spanish Income. A Mutifactor ANOVA model
A Pérez, MD de Prada, M Prieto
Applied Economics Letters 9, 167-170, 2002
A review of stochastic dominance methods for poverty analysis
MPA C García-Gómez, A Pérez
Journal of Economic Surveys 33 (5), 1437-1462, 2019
Outliers and misleading leverage effect in asymmetric GARCH-type models
A Carnero, M Angeles, Pérez
Working Papers WP-AD 2018-01, 2018
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